Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.481743 0.538826 0.603425 0.682688 0.778375 0.891548 1.037681
2025-08-31 0.430600 0.505833 0.597690 0.720630 0.885004 1.103783 1.429491
2025-09-07 0.380354 0.461728 0.566391 0.715479 0.930843 1.246149 1.777887
2025-09-14 0.340920 0.424105 0.535396 0.701858 0.957996 1.365042 2.135369
2025-09-21 0.313102 0.397585 0.514470 0.696935 0.994249 1.505022 2.592055
2025-09-28 0.287829 0.371361 0.490007 0.681684 1.009160 1.610871 3.037823
2025-10-05 0.281092 0.370220 0.501246 0.722886 1.127240 1.946441 4.250542
2025-10-12 0.281046 0.378441 0.527087 0.791836 1.313320 2.506287 6.767621
2025-10-19 0.264271 0.359778 0.508303 0.779924 1.337153 2.701662 8.364642
2025-10-26 0.252015 0.346988 0.497585 0.780776 1.387818 2.992604 11.014947
2025-11-02 0.236430 0.327793 0.474419 0.754995 1.373554 3.093937 12.941760
2025-11-09 0.218903 0.304456 0.442513 0.708830 1.303696 2.998739 13.390220
2025-11-16 0.206884 0.289981 0.425909 0.693412 1.310967 3.184104 17.078798
2025-11-23 0.204610 0.291085 0.436287 0.733480 1.466830 4.008561 34.919893
2025-11-30 0.195894 0.280930 0.425762 0.728720 1.505282 4.423878 56.680493
2025-12-07 0.186741 0.269457 0.411896 0.714948 1.515631 4.734238 90.788320
2025-12-14 0.179542 0.260848 0.402587 0.709983 1.550908 5.215215 190.880289
2025-12-21 0.171597 0.250508 0.389270 0.694349 1.550288 5.514430 406.764456
2025-12-28 0.171174 0.253088 0.400486 0.736724 1.748493 7.363995 NaN
2026-01-04 0.173483 0.260576 0.421882 0.807688 2.083323 11.428267 NaN
2026-01-11 0.167065 0.252044 0.410720 0.795428 2.103545 12.607161 NaN
2026-01-18 0.162352 0.246356 0.404902 0.796306 2.178698 14.852952 NaN
2026-01-25 0.155410 0.236269 0.389419 0.769771 2.130356 15.203218 NaN